Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295192.4884 | 44861.1622 | 250331.3262 | 104168.8208 | -81317.8579 | 185486.6787 |
Total P&L (%) | 295.1925 | 44.8612 | 250.3313 | 104.1688 | -81.3179 | 185.4867 |
Avg Daily Profit (%) | 0.1921 | 0.0292 | 0.1629 | 0.0465 | -0.1091 | 0.0683 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197218 | -113148 | -112741 | -656922 | -408303 | -290529 |
Profit Factor | 1.2099 | 1.0555 | 1.4191 | 1.0372 | 0.9472 | 1.147 |
Total Trades | 394 | 197 | 197 | 394 | 197 | 197 |
Winning Trades | 197 | 88 | 109 | 197 | 88 | 109 |
Losing Trades | 197 | 109 | 88 | 197 | 109 | 88 |
Profitability (%) | 50 | 44.6701 | 55.3299 | 50 | 44.6701 | 55.3299 |
Ratio Avg Win / Avg Loss | 1.2099 | 1.3073 | 1.1457 | 1.0372 | 1.1733 | 0.926 |
Largest Winning Trade | 45646 | 35934 | 45646 | 118079 | 109935 | 118079 |
Largest Losing Trade | -36364 | -36364 | -34139 | -135994 | -135994 | -104824 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 6005 | 3002 | 3003 | 6005 | 3002 | 3003 |
Profit Streak | 0 | 11.9887 | 0 | 0 | 11.9887 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339266 | -315890 | 344162 | -308180 | -579806 | -160877 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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